As the game's opening cinema takes place, you'll find The Ballad of Gay Tony's main character, Luis, in a bit of a bind. Veterans of Grand Theft Auto IV's main story will remember the bank robbery scene involving the McReary brothers, and you'll find yourself viewing said robbery from a different point of view. Luis is on the ground, with a man armed with a pistol next to him. The bungling Irish brothers go through the motions, but as their explosive device detonates, many of them are shot. Ultimately, the robbery comes to a conclusion, with Luis briefly being interviewed by the police before heading off on his way.

Luis will then walk the streets of Liberty City for a couple of minutes. Take in the sights and sounds of this pseudo-New York City, as you see some familiar faces, including Niko, in various scenes. Ultimately, Luis will arrive at his destination. It's at this point that you will meet "Gay Tony" himself, a rich nightclub owner who employs Luis as his bodyguard. The two catch up with each other, and clearly have a good rapport. Luis and Tony fill each other in on business as Tony gets ready for the day.

Suddenly, an unexpected surprise occurs. Two low-level Italian mobsters bust into Tony's apartment, and they're clearly looking for something. Just what is it that they want? Money, of course! After some racial slurs are thrown back and forth, the mobsters cut to the chase, wield a pistol, point it at Luis and Tony, and make off with some cash Tony had stashed on a nearby shelf. And just like that, the mobsters leave. Following them out the door thereafter is Luis, and the surprisingly-calm Tony.

You'll find yourself on Feldspar Street, where Tony's pad is. Walk to the car Tony gets into in front of his building, and you'll be ordered to drive him to the Hercules Nightclub, which is located on Galveston Avenue in between Kunzite Street and Lorimar Street. When you arrive, a brief cutscene will ensue, as Tony gives instructions to one of his bouncers about an important client rolling through. When you regain control, turn the car around and head to Maisonette 9 Nightclub, also located on Galveston Avenue, in between Jade Street and Iron Street. This is your next destination.

When you arrive at Masionette 9, you'll get to roam around the club a bit. You'll be shown how to drink, dance and party, and you can do all of that at will. Eventually, however, Tony will call you on your cell phone, so be sure to pick up. When you do, he'll tell you that some of your (Luis') friends are outside causing trouble with another one of the bouncers. Head on upstairs and outside, and see what's going on. After cooling down the situation, Luis is given the night off by Tony, and heads off with his two friends.

All that's left to do now is drive your two friends back to their apartment. As usual, the GPS will bring you there in short order. Pay close attention to the conversation the three men have as the car heads northward towards their home on the western edge of Vespucci Circus, and you'll get filled in on a bit of the game's back story. Seems that Luis' friends are drug dealers, and that Luis himself was once caught up in that game, and even did some time in prison as a result. After dropping your friends off, you can then head to your own safe house on Galveston Avenue, in between Wardite Street and Vauxite Street. Pay attention to the in-game information on how to use all of your safe house's amenities!